Micro-electro-mechanical systems (MEMS) gas sensors have emerged as pivotal components for meeting the national strategy of “carbon peak and carbon neutrality,” as well as for achieving distributed, real-time monitoring in fields such as environmental monitoring, industrial safety, and medical diagnostics, due to their core advantages of miniaturization, low power consumption, and mass production. Among the three main categories—chemical, physical, and optical—optical MEMS gas sensors have shown irreplaceable value in specific applications such as detecting flammable, explosive, or highly corrosive gases, as well as trace analysis. Their inherent advantages, such as non-contact, high selectivity, and anti-electromagnetic interference, make them an important development direction for overcoming the limitations of chemical and physical sensors in terms of selectivity, response time, and lifetime. This review systematically summarizes the sensing principles and technical approaches of mainstream MEMS gas sensors, focusing on the core technical bottlenecks faced during the MEMS integration of optical gas sensors. These challenges are specifically reflected in the miniaturization and synergistic integration of three key components: developing efficient and stable miniaturized light sources, miniaturized gas chambers with long effective optical paths, and highly sensitive, low-noise integrated detectors. Based on an extensive literature research, the development and application of new materials, advanced micro-nano manufacturing and structural design, and the fusion of system integration with intelligent algorithms are important directions to break through the current integration challenges of optical MEMS sensors. Furthermore, this study highlights future trends in optical MEMS gas sensors, particularly their progression toward multifunctional integration and intelligent networking, aiming to provide a systematic reference for related research and to help realize a true “lab-on-a-chip” type intelligent sensing system.